S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:70.45% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1511 | 5.26 | |
| 0.0590 | 54.58 | |
| 0.9948 | 1,025.62 | |
| 6.4283 | 9.42 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
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